RPT-India fwd/annualised dlr premia-(close)-Nov 5

Cash Spot Cash Tom Tom Next
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TIME Bid/Ask Bid/Ask Bid/Ask (in IST)
1000 01.25/01.35 00.30/00.31 00.95/01.05

02.42% 02.32% 02.45%

(Nov 4)
1000 00.60/00.65 00.30/00.32 00.30/00.33

02.32% 02.32% 02.32%
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TIME NOV DEC JAN FEB
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1000 05.50/07.00 15.00/16.50 24.75/26.75 34.50/36.50
1100 05.50/06.50 14.50/16.50 24.00/26.00 33.50/35.50
1200 05.00/06.00 14.00/15.50 23.50/25.00 33.00/35.00
1300 05.00/06.00 14.25/15.25 23.25/24.75 32.25/33.75
1400 04.50/05.50 13.00/14.50 22.50/24.50 32.25/34.25
1500 04.50/05.50 13.00/15.00 22.50/24.50 32.25/34.25
1600 04.25/05.25 13.00/14.50 22.50/24.50 32.25/34.25
1715 04.50/05.50 13.75/15.25 23.25/25.25 33.00/35.00

(Closing Nov 4)
1715 06.50/07.50 16.00/18.00 26.00/28.00 36.00/38.00
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TIME MAR APR MAY JUN
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1000 44.50/46.50 61.00/63.00 72.00/74.00 83.00/85.00
1100 44.00/46.00 60.50/62.50 71.00/73.00 82.00/84.00
1200 43.00/45.00 59.00/61.00 70.00/72.00 81.00/83.00
1300 42.00/43.50 58.00/60.00 68.50/70.50 79.00/81.00
1400 42.00/44.00 57.50/59.50 68.00/70.00 78.50/80.50
1500 42.00/44.00 58.00/60.00 68.75/70.75 79.50/81.50
1600 42.00/44.00 58.00/60.00 68.75/70.75 80.50/82.50
1715 43.00/45.00 59.50/61.50 70.25/72.25 81.00/83.00

(Closing Nov 4)
1715 46.00/48.00 63.00/65.00 74.00/76.00 85.00/87.00
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TIME JUL AUG SEP OCT
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1000 94.00/96.00 105.00/107.00 116.00/118.00 126.50/128.50
1100 93.00/95.00 104.00/106.00 114.50/116.50
125.50/127.50
1200 92.00/94.00 103.00/105.00 113.50/115.50
124.00/126.00
1300 89.50/91.50 100.00/102.00 110.50/112.50
121.00/123.00
1400 89.25/91.25 100.00/102.00 110.50/112.50
121.00/123.00
1500 90.25/92.25 101.00/103.00 111.50/113.50
122.00/124.00
1600 90.25/92.25 101.00/103.00 111.50/113.50
122.00/124.00
1715 91.75/93.75 102.50/104.50 113.00/115.00 123.50/125.50

(Closing Nov 4)
1715 96.00/98.00 107.00/109.00 118.00/120.00
129.00/131.00
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TIME 1 MTH 2 MTH 3MTH 4 MTH 5 MTH 6 MTH
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1000 2.33% 2.40% 2.49% 2.51% 2.59% 2.81%
1100 2.26% 2.35% 2.42% 2.45% 2.56% 2.78%
1200 2.11% 2.26% 2.36% 2.41% 2.50% 2.72%
1300 2.11% 2.24% 2.31% 2.34% 2.44% 2.67%
1400 1.95% 2.14% 2.30% 2.36% 2.44% 2.65%
1500 1.97% 2.17% 2.30% 2.36% 2.45% 2.68%
1600 1.90% 2.15% 2.31% 2.36% 2.46% 2.68%
1715 2.01% 2.24% 2.37% 2.41% 2.52% 2.74%

(Closing Nov 4)
1715 2.32% 2.42% 2.52% 2.54% 2.59% 2.84%
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TIME 7 MTH 8 MTH 9 MTH 10 MTH 11 MTH 12MTH
------------------------------------------------------------
1000 2.81% 2.79% 2.79% 2.79% 2.79% 2.78%
1100 2.78% 2.76% 2.76% 2.76% 2.76% 2.76%
1200 2.74% 2.73% 2.74% 2.73% 2.74% 2.73%
1300 2.67% 2.66% 2.66% 2.65% 2.66% 2.66%
1400 2.66% 2.65% 2.66% 2.66% 2.67% 2.67%
1500 2.69% 2.68% 2.69% 2.68% 2.69% 2.69%
1600 2.71% 2.71% 2.69% 2.69% 2.70% 2.69%
1715 2.75% 2.73% 2.73% 2.73% 2.73% 2.72%

(Closing Nov 4)
1715 2.85% 2.83% 2.82% 2.81% 2.82% 2.82%
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(CONVERSION RATE - $1 = 47.03 rupees)
Note: Figures in brackets indicate negative values.

Premiums have been given in paise and annualised premiums
are on a rolling monthly basis. For the purpose of calculating
the annualised premiums, the mid-figure between bid and ask is
taken.

These indicative rates are based on contributions from ABN
AMRO, Andhra Bank, Bank of America, Bank Of Baroda, BNP Paribas
,Barclays Bank Ltd, Canara Bank, Syndicate Bank, ICICI Bank,
Calyon Bank,ING Vysya Bank, Standard Chartered, HDFC Bank,
Indusind Bank,Corporation Bank, Bank of India, J P Morgan,
Union Bank of India, Axis Bank,State Bank Of India, HSBC,
Central Bank. For contributions contact Mumbai Rate Reporting
unit +91 22 6636 9222 or E-mail:rru.data@reuters.com